Merlion: A Machine Learning Framework for Time Series Intelligence

Merlion: A Machine Learning Library for Time Series Table of Contents Introduction Merlion is a Python library for time series intelligence. It provides an end-to-end machine learning framework that includes loading and transforming data, building and training models, post-processing model outputs, and evaluating model performance. It supports various time series learning tasks, including forecasting, anomaly detection, and change point detection for both univariate and multivariate time series. This library aims to provide engineers and researchers a one-stop solution to rapidly develop models for their specific time series needs, and benchmark them across multiple time series datasets. Merlion's key features are Standardized and easily extensible data loading & benchmarking for a wide range of forecasting and anomaly detection datasets. This includes transparent support for custom datasets. A library of diverse models for anomaly detection, forecasting, and change point detecti ... Read full article.